In a large sauté pan, over medium heat, sauté shrimp in olive oil with garlic and peppers until shrimp turn pink. Season with salt and pepper and deglaze pan with second amount of fresh lime juice.

In a medium saucepot over medium heat, sauté onion, shallots, garlic and chipotle powder in butter for 5 to 7 minutes. Add milk, pepper and salt and bring to a boil. Whisk in grits and cook for 5 minutes. Stir in cheese, cilantro and chives.